library(quantmod) library(lmtest) library(car) getSymbols(c("IBM", "SPY")) IBM = Ad(IBM) SPY = Ad(SPY) daily.returns = function(x) { return(diff(log(x))) } IBM.daily = daily.returns(IBM) SPY.daily = daily.returns(SPY) reg = lm(IBM.daily ~ SPY.daily) gqtest(reg, order=3) dwtest(reg) ncvTest(reg)

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